Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48927.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42244.11 Kr¶

PnL: ---------------------------------------> -189.17 Kr¶

DD now: ---------------------------------> -7.893 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:30:11.969671'

Anic Portfolio¶

This Week¶

Return: -0.732 %¶

Total portfolio value¶

Return including deposits: 60.224 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.520000 1657.980000 190.440000 12.980000 1467.540000
JM 6 2.300000 882.000000 19.800000 2.300000 862.200000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
BioGaia B 8 1.290000 940.000000 12.000000 1.290000 928.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Sagax B 4 1.270000 862.800000 10.800000 1.270000 852.000000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Hoist Finance 35 0.890000 987.000000 8.750000 0.890000 978.250000
Orrön Energy 180 0.260000 2045.700000 8.100000 0.400000 2037.600000
Catena 2 0.810000 796.000000 6.400000 0.810000 789.600000
EQT 4 0.720000 835.600000 6.000000 0.720000 829.600000
AcadeMedia 8 0.790000 406.000000 4.800000 1.200000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Biotage 7 0.300000 942.200000 2.800000 0.300000 939.400000
ASSA ABLOY B 3 0.230000 778.800000 1.800000 0.230000 777.000000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
Clas Ohlson B 12 -0.120000 969.600000 -1.200000 -0.120000 970.800000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.450000 933.750000 -4.250000 -0.450000 938.000000
OX2 13 -0.820000 939.900000 -7.800000 -0.820000 947.700000
Hexatronic Group 12 -1.090000 954.000000 -10.560000 -1.090000 964.560000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.320000 942.200000 -22.400000 -2.320000 964.600000
Latour B 4 -2.990000 829.600000 -25.600000 -2.990000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Addnode Group B 11 -3.890000 882.750000 -35.750000 -3.890000 918.500000
Indutrade 5 -3.010000 1178.000000 -36.500000 -3.010000 1214.500000
Hexagon B 26 -1.360000 3404.700000 -46.800000 -1.360000 3451.500000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
BHG Group 97 -4.200000 1394.860000 -60.140000 -4.130000 1455.000000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Vitec Software Group B 2 -6.830000 1010.000000 -74.000000 -6.830000 1084.000000
TOTAL 42258.530000 -174.750000 -7.86557% 42433.280000

Updated:¶

'2023-07-03 11:28:54.477683'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶